ECB warns about risk of deterioration in business and household credit payments

The European Central Bank (ECB) will work for higher resilience of the financial system to macroeconomic and geopolitical crises, digital transformation and climate-related risks. ECB announced this at the end of December, presenting its priorities for banking supervision in 2023-2025. Geopolitical shock, caused by the Russian invasion in Ukraine increased the uncertainty in the development of the economy and financial markets, as well as the banking sector. The current situation requires extreme prudence regarding credit institutions and their supervision, noted ECB. 

Households with high indebtedness, low income or floating mortgage rates may face a deterioration of their credibility. Fiscal measures, savings, which are accumulated during the pandemic and resilience of the labour market would cushion at least partly the kick of inflation and high interest rates.  

High inflation rates around the world have prompted central banks, including the ECB, to take measures within their monetary policy. Bank counterparties are expected to face challenges in servicing their debts. These expectations are driven by tight financial conditions as a result of increasing interest rates and deteriorating growth prospects, while public and private debt ratio to GDP has risen during the pandemic. 

For companies, especially in energy-intensive sectors, are expecting challenges, related to high financing and operating costs, as well as a weak growth outlook, potentially leading to an increase in bankruptcies.

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Uncertainties remain high for the months ahead, noted ECB. Russia’s invasion of Ukraine, followed by retaliatory measures from Russia, leading to surging energy, food and commodity prices as well as disruptions of energy supplies lead to rise of the inflation rate. These effects, together with a resulting confidence shock, exacerbated pre-existing supply chain bottlenecks and led to a deterioration in the economic outlook. In an environment of highly elevated uncertainties, the main downside risks to the growth outlook include a longer than expected war in Ukraine, an escalation of geopolitical tensions, rising energy costs and inflation. Combined with further energy supply disruptions and rationing, could lead to recession in Europe, considered by the Central Bank.

Against this background, ECB Banking Supervision’s primary objective for the coming months is to ensure that banks under its direct supervision strengthen their resilience to immediate macro-financial and geopolitical shocks. 

In regard to geopolitical and macroeconomic risks, supervisors should closely monitor the rapidly changing financial environment and focus their efforts on risk management. ECB recommends banks to effectively remedy structural deficiencies in their credit risk management cycle, from loan origination to risk mitigation and monitoring, and address in a timely manner any deviations from regulatory requirements and supervisory expectations.

According to the ECB, banks should swiftly identify and mitigate any build-up of risks in their exposures to sectors that are more sensitive to the current macroeconomic environment, including sectors affected by the war in Ukraine and real estate portfolios. 

While volumes of NPLs continued to decrease in the first half of 2022, tighter financing conditions and an increasing risk of recession have started to affect credit conditions in Europe. This will have an impact on households and corporates, albeit to different degrees, depending on factors such as their level of indebtedness or adverse sensitivities to the current macro-financial environment. More precisely, the energy price shock and supply chain disruptions caused by the war in Ukraine are typically hitting economic sectors linked to the production and processing of raw materials, energy suppliers and energy-intensive sectors, such as agriculture and transport. 

High input prices are also weighing on construction, while, for a number of euro area countries, gas supply disruptions might additionally weigh on major gas consumers, such as producers of metals, chemicals, food and beverages.

According to the ECB analysis, the commercial real estate market appears to be stabilising, but the office market is still very much challenged by rising interest rates and the surge in construction costs, which are adding to the pandemic shift towards remote working. The analysis of the Central Bank has steered the attention toward the banks, working on markets with a high share of floating mortgage rates. Although Bulgaria is not in the euro area, the fixed rate of Bulgarian lev to euro and the prevailing mortgage loans with floating interest rates can also create problems.

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